+40.4%
O vs XYL
+3.5%
+36.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +3.5% | +0.6% | +3.0% | +3.4% |
| 30D | +10.4% | -5.7% | +16.1% | +11.1% |
| 3M | -2.4% | -19.8% | +17.4% | +0.6% |
| 6M | -1.2% | -14.2% | +13.0% | +0.7% |
| YTD | +10.4% | -28.1% | +38.5% | +15.3% |
| 1Y | +11.4% | -35.0% | +46.4% | +18.6% |
| 3Y | +40.4% | +2.1% | +38.3% | +11.5% |
| All | +40.4% | +3.5% | +36.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling